NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 24-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
7.460 |
7.200 |
-0.260 |
-3.5% |
7.586 |
High |
7.460 |
7.200 |
-0.260 |
-3.5% |
7.844 |
Low |
7.208 |
7.025 |
-0.183 |
-2.5% |
7.340 |
Close |
7.229 |
7.078 |
-0.151 |
-2.1% |
7.576 |
Range |
0.252 |
0.175 |
-0.077 |
-30.6% |
0.504 |
ATR |
0.232 |
0.230 |
-0.002 |
-0.9% |
0.000 |
Volume |
3,422 |
7,480 |
4,058 |
118.6% |
15,167 |
|
Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.626 |
7.527 |
7.174 |
|
R3 |
7.451 |
7.352 |
7.126 |
|
R2 |
7.276 |
7.276 |
7.110 |
|
R1 |
7.177 |
7.177 |
7.094 |
7.139 |
PP |
7.101 |
7.101 |
7.101 |
7.082 |
S1 |
7.002 |
7.002 |
7.062 |
6.964 |
S2 |
6.926 |
6.926 |
7.046 |
|
S3 |
6.751 |
6.827 |
7.030 |
|
S4 |
6.576 |
6.652 |
6.982 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.099 |
8.841 |
7.853 |
|
R3 |
8.595 |
8.337 |
7.715 |
|
R2 |
8.091 |
8.091 |
7.668 |
|
R1 |
7.833 |
7.833 |
7.622 |
7.710 |
PP |
7.587 |
7.587 |
7.587 |
7.525 |
S1 |
7.329 |
7.329 |
7.530 |
7.206 |
S2 |
7.083 |
7.083 |
7.484 |
|
S3 |
6.579 |
6.825 |
7.437 |
|
S4 |
6.075 |
6.321 |
7.299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.844 |
7.025 |
0.819 |
11.6% |
0.256 |
3.6% |
6% |
False |
True |
4,074 |
10 |
7.853 |
7.025 |
0.828 |
11.7% |
0.234 |
3.3% |
6% |
False |
True |
3,825 |
20 |
8.100 |
7.025 |
1.075 |
15.2% |
0.216 |
3.0% |
5% |
False |
True |
3,429 |
40 |
9.185 |
7.025 |
2.160 |
30.5% |
0.183 |
2.6% |
2% |
False |
True |
3,047 |
60 |
9.290 |
7.025 |
2.265 |
32.0% |
0.168 |
2.4% |
2% |
False |
True |
2,513 |
80 |
9.290 |
7.025 |
2.265 |
32.0% |
0.165 |
2.3% |
2% |
False |
True |
2,171 |
100 |
9.290 |
7.025 |
2.265 |
32.0% |
0.157 |
2.2% |
2% |
False |
True |
1,865 |
120 |
9.290 |
7.025 |
2.265 |
32.0% |
0.156 |
2.2% |
2% |
False |
True |
1,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.944 |
2.618 |
7.658 |
1.618 |
7.483 |
1.000 |
7.375 |
0.618 |
7.308 |
HIGH |
7.200 |
0.618 |
7.133 |
0.500 |
7.113 |
0.382 |
7.092 |
LOW |
7.025 |
0.618 |
6.917 |
1.000 |
6.850 |
1.618 |
6.742 |
2.618 |
6.567 |
4.250 |
6.281 |
|
|
Fisher Pivots for day following 24-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
7.113 |
7.435 |
PP |
7.101 |
7.316 |
S1 |
7.090 |
7.197 |
|